Can you explain that? It's really strange, at least "sudo save2flash" should be run (adding /usr/bin/save2flash to 'wheel' line causes only that you don't need to type password, still need to use sudo, right?)Then logout and login and typing again in terminal save2flash does not ask for password and saves changes. See the picture
I cannot reproduce what you got, btw, with wheel line in sudoers including save2flash, puppy added to group wheel and gsu line on top of save2flash I got this (see pictures):
Which is the behaviour I expect.
Fred